-36.7%
SWK vs CRL
-35.5%
-1.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.5% |
| 7D | -0.4% | -1.0% | +0.6% | -0.1% |
| 30D | -5.7% | +10.7% | -16.4% | -9.4% |
| 3M | +24.1% | +55.3% | -31.2% | +4.0% |
| 6M | +24.7% | +60.7% | -35.9% | +1.8% |
| YTD | +33.9% | +44.6% | -10.7% | +13.2% |
| 1Y | +34.7% | +77.7% | -43.1% | +4.0% |
| 3Y | +15.3% | +37.6% | -22.4% | -6.4% |
| All | -36.7% | -35.5% | -1.1% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling